It has been known heretofore to prepare weft threads on a separate plying apparatus outside of a loom including an air nozzle weft thread inserting loom, if it was desired to use weft threads having multi-ply of the normal or twisted type. Providing a plying apparatus outside of the loom increases the machine costs substantially and makes the operational procedures more complicated because it is necessary to transport the bobbins or spools carrying the multi-ply weft threads from the plying apparatus to the loom.